+446.5%
APLD vs COPX
+171.8%
+274.7%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +4.1% | +3.3% | +3.0% |
| 7D | +16.6% | +5.8% | +10.8% | +10.1% |
| 30D | -3.1% | +7.2% | -10.3% | -10.2% |
| 3M | -30.9% | +16.5% | -47.4% | -41.4% |
| 6M | +12.6% | +18.4% | -5.8% | -6.5% |
| YTD | +15.5% | +31.9% | -16.5% | -13.8% |
| 1Y | +103.5% | +88.5% | +15.0% | +1.3% |
| 3Y | +446.5% | +173.1% | +273.4% | +60.5% |
| All | +446.5% | +171.8% | +274.7% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling